E I (Ireland) Risk Analysis And Volatility

IE00B5VJPM77 -- Ireland Fund  

EUR 204.84  2.52  1.22%

Our philosophy in predicting volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for E I Sturdza Strgc Eurp Value EUR which you can use to evaluate future volatility of the entity. Please confirm E I Sturdza Mean Deviation of 0.8448 to check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

E I Market Sensitivity

As returns on market increase, returns on owning E I are expected to decrease at a much smaller rate. During bear market, E I is likely to outperform the market.
2 Months Beta |Analyze E I Sturdza Demand Trend
Check current 30 days E I correlation with market (DOW)
β = -0.2044

E I Central Daily Price Deviation

E I Sturdza Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

E I Projected Return Density Against Market

Assuming 30 trading days horizon, E I Sturdza Strgc Eurp Value EUR has beta of -0.2044 . This indicates as returns on benchmark increase, returns on holding E I are expected to decrease at a much smaller rate. During bear market, however, E I Sturdza Strgc Eurp Value EUR is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. E I Sturdza is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.08
β
Beta against DOW=0.2
σ
Overall volatility
=0.00
Ir
Information ratio =0.02

E I Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7732% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

E I Investment Opportunity

DOW has a standard deviation of returns of 0.77 and is 9.223372036854776E16 times more volatile than E I Sturdza Strgc Eurp Value EUR. 0% of all equities and portfolios are less risky than E I. Compared to the overall equity markets, volatility of historical daily returns of E I Sturdza Strgc Eurp Value EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use E I Sturdza Strgc Eurp Value EUR to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of E I to be traded at €198.69 in 30 days. . As returns on market increase, returns on owning E I are expected to decrease at a much smaller rate. During bear market, E I is likely to outperform the market.

E I correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding E I Sturdza Strgc Eurp Value E and equity matching DJI index in the same portfolio.

E I Current Risk Indicators

E I Suggested Diversification Pairs

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